Mince shrimp by hand or in food processor fitted with steel blade. Place minced shrimp in small mixing bowl along with shallot, bell pepper, tarragon, 1 tablespoon mayonnaise, egg white, bread crumbs, and salt and pepper to taste. Mix well; form into 4 cakes. Melt butter in medium skillet. Fry cakes over medium heat until golden, about 5 minutes a side. In a cup, stir together cocktail sauce, remaining 2 tablespoons mayonnaise and capers. Place 2 cakes on each plate. Serve sauce on top or on the side. Garnish with lemon wedges. Serve immediately.